+575.3%
FAST vs EOG
+118.2%
+457.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | +2.1% | -11.1% | +13.2% | +4.1% |
| 30D | +6.9% | +2.7% | +4.2% | +6.3% |
| 3M | +4.8% | +8.8% | -3.9% | +3.1% |
| 6M | +19.8% | +10.8% | +9.0% | +17.0% |
| YTD | +34.9% | +44.6% | -9.7% | +25.0% |
| 1Y | +32.8% | +44.6% | -11.8% | +23.0% |
| 3Y | +93.7% | +29.5% | +64.2% | +81.4% |
| 5Y | +105.3% | +96.3% | +9.0% | +72.7% |
| All | +575.3% | +118.2% | +457.2% | +424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling